Exit Time Problems in Optimal Control and Vanishing Viscosity Method
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Publication:3828606
DOI10.1137/0326063zbMath0674.49027OpenAlexW2077883650MaRDI QIDQ3828606
Publication date: 1988
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0326063
vanishing viscosity methoddiscontinuous viscosity solutionsfirst-order Hamilton-Jacobi equationdiscontinuous obstaclesdeterministic exit time controlmaximum subsolutionminimum supersolution
Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Game theory (91A99) Differential games (aspects of game theory) (91A23) Singular perturbations in context of PDEs (35B25) Optimality conditions for minimax problems (49K35) Boundary value problems for nonlinear first-order PDEs (35F30) Hamilton-Jacobi theories (49L99)
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